+172.7%
MDY vs ACM
+134.0%
+38.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -1.9% | -4.6% | +2.7% | +0.3% |
| 30D | -4.6% | +4.1% | -8.7% | -6.8% |
| 3M | -1.2% | -8.3% | +7.1% | +1.5% |
| 6M | +9.2% | -30.1% | +39.3% | +27.4% |
| YTD | +13.1% | -32.6% | +45.7% | +33.0% |
| 1Y | +13.0% | -49.6% | +62.6% | +53.1% |
| 3Y | +49.2% | -23.0% | +72.3% | +60.3% |
| 5Y | +47.2% | +2.0% | +45.3% | +35.9% |
| All | +172.7% | +134.0% | +38.7% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling